Price Capital Management, Inc. Quant / Systematic

CIK: 0001633624 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Jan 16, 2020

Total Value ($000): $232,747 (100.0% shares, 0.0% debt)

Holdings (43)

PFINX PIMCO PREFERRED AND CAPITAL SEC FUND 38.7%

Value ($000) $90,152 Shares 8,401,871 Est. Cost $10.73 Unrealized —

PPSIX PRINCIPAL PREFERRED SECURITIES FUND 21.1%

Value ($000) $49,175 Shares 4,728,363 Est. Cost $10.40 Unrealized —

PHIYX PIMCO HI YIELD INSTL 17.0%

Value ($000) $39,483 Shares 4,367,592 Est. Cost $9.04 Unrealized —

IOFIX ALPHA CENTRIC INCOME OPP 15.8%

Value ($000) $36,661 Shares 2,824,412 Est. Cost $12.97 Unrealized —

FPE FIRST TR EXCHANGE TR 1.3%

Value ($000) $2,998 Shares 149,400 Est. Cost $19.45 Unrealized —

DPIIX DESTRA FLAHERTY AND CRUMRINE 1.0%

Value ($000) $2,439 Shares 13,156 Est. Cost $185.39 Unrealized —

FJSYX NUVEEN HIGH INCOME 0.9%

Value ($000) $2,016 Shares 164,900 Est. Cost $12.23 Unrealized —

PFF ISHARES TR PFD AND INC 0.8%

Value ($000) $1,880 Shares 50,000 Est. Cost $37.41 Unrealized —

— ADVSHRS NEWFLEET MUL 0.6%

Value ($000) $1,357 Shares 28,000 Est. Cost $48.04 Unrealized —

JNK SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF 0.6%

Value ($000) $1,314 Shares 12,000 Est. Cost $108.67 Unrealized —

SMTHX ALPS SMITH TOTAL RETURN BOND FUND 0.6%

Value ($000) $1,304 Shares 120,151 Est. Cost $10.85 Unrealized —

HYD VAN ECK VECTORS HIGH YIELD MUNI 0.4%

Value ($000) $961 Shares 15,000 Est. Cost $64.34 Unrealized —

RIGS ALPS RIVERFRONT STR 0.4%

Value ($000) $949 Shares 37,000 Est. Cost $25.44 Unrealized —

MINT PIMCO ENHANCED SHORT MATURITY ACTIVE 0.1%

Value ($000) $203 Shares 2,000 Est. Cost $101.70 Unrealized —

CORP PIMCO ETF TR INVT GR 0.1%

Value ($000) $192 Shares 1,750 Est. Cost $104.00 Unrealized —

QLTA ISHARES TRUST AAA- 0.1%

Value ($000) $191 Shares 3,500 Est. Cost $54.57 Unrealized —

BOND PIMCO ETF TR ACTIVE 0.1%

Value ($000) $183 Shares 1,700 Est. Cost $105.29 Unrealized —

DIAL COLUMBIA ETF TR I DI 0.0%

Value ($000) $98 Shares 4,700 Est. Cost $20.00 Unrealized —

EL ESTEE LAUDER COS INC 0.0%

Value ($000) $62 Shares 300 Est. Cost $179.27 Unrealized 0.0%

MA MASTERCARD INC 0.0%

Value ($000) $60 Shares 200 Est. Cost $272.58 Unrealized 0.0%

MCD MCDONALDS CORP 0.0%

Value ($000) $59 Shares 300 Est. Cost $171.93 Unrealized 0.0%

— VERISIGN INC 0.0%

Value ($000) $58 Shares 300 Est. Cost $193.33 Unrealized —

V VISA INC 0.0%

Value ($000) $57 Shares 300 Est. Cost $172.55 Unrealized 0.0%

APH AMPHENOL CORP 0.0%

Value ($000) $54 Shares 500 Est. Cost $24.08 Unrealized 0.0%

HON HONEYWELL INTERNATIONAL 0.0%

Value ($000) $53 Shares 300 Est. Cost $143.91 Unrealized 0.0%

NVR NVR INC 0.0%

Value ($000) $53 Shares 14 Est. Cost $3520.81 Unrealized +5.2%

DEO DIAGEO PLC 0.0%

Value ($000) $51 Shares 300 Est. Cost $170.00 Unrealized —

NXPI NXP SEMICONDUCTORS NV 0.0%

Value ($000) $51 Shares 400 Est. Cost $104.72 Unrealized 0.0%

KO COCA COLA CO 0.0%

Value ($000) $50 Shares 900 Est. Cost $43.96 Unrealized +1.3%

AME AMETEK INC 0.0%

Value ($000) $50 Shares 500 Est. Cost $90.92 Unrealized 0.0%

— CYPRESS SEMICONDUCTOR 0.0%

Value ($000) $49 Shares 2,100 Est. Cost $23.21 Unrealized —

NEE NEXTERA ENERGY 0.0%

Value ($000) $48 Shares 200 Est. Cost $46.25 Unrealized +8.5%

CBOE CBOE GLOBAL MARKETS 0.0%

Value ($000) $48 Shares 400 Est. Cost $108.09 Unrealized 0.0%

AFL AFLAC INC 0.0%

Value ($000) $48 Shares 900 Est. Cost $45.37 Unrealized +1.1%

MCO MOODYS CORP 0.0%

Value ($000) $47 Shares 200 Est. Cost $179.45 Unrealized +17.7%

FAF FIRST AMERICAN FINANCIAL 0.0%

Value ($000) $47 Shares 800 Est. Cost $49.52 Unrealized 0.0%

WM WASTE MANAGEMENT INC 0.0%

Value ($000) $46 Shares 400 Est. Cost $102.09 Unrealized 0.0%

SUI SUN COMMUNITIES INC 0.0%

Value ($000) $45 Shares 300 Est. Cost $147.50 Unrealized —

— RAYTHEON CO 0.0%

Value ($000) $44 Shares 200 Est. Cost $196.67 Unrealized —

LMT LOCKHEED MARTIN CORP 0.0%

Value ($000) $39 Shares 100 Est. Cost $316.45 Unrealized +2.6%

NOC NORTHROP GRUMMAN CORP 0.0%

Value ($000) $34 Shares 100 Est. Cost $318.69 Unrealized -0.3%

BA BOEING CO 0.0%

Value ($000) $33 Shares 100 Est. Cost $352.37 Unrealized -0.4%

PG PROCTOR AND GAMBLE CO 0.0%

Value ($000) $5 Shares 400 Est. Cost $100.99 Unrealized +4.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PFINX	PIMCO PREFERRED AND CAPITAL SEC FUND	8,401,871	$90,152	38.7%	$10.73	—	FUND	72202E682
PPSIX	PRINCIPAL PREFERRED SECURITIES FUND	4,728,363	$49,175	21.1%	$10.40	—	FUND	74253Q416
PHIYX	PIMCO HI YIELD INSTL	4,367,592	$39,483	17.0%	$9.04	—	FUND	693390841
IOFIX	ALPHA CENTRIC INCOME OPP	2,824,412	$36,661	15.8%	$12.97	—	FUND	62827M144
FPE	FIRST TR EXCHANGE TR	149,400	$2,998	1.3%	$19.45	—	ETF	33739E108
DPIIX	DESTRA FLAHERTY AND CRUMRINE	13,156	$2,439	1.0%	$185.39	—	FUND	25064T403
FJSYX	NUVEEN HIGH INCOME	164,900	$2,016	0.9%	$12.23	—	FUND	670678234
PFF	ISHARES TR PFD AND INC	50,000	$1,880	0.8%	$37.41	—	ETF	464288687
—	ADVSHRS NEWFLEET MUL	28,000	$1,357	0.6%	$48.04	—	ETF	00768Y727
JNK	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF	12,000	$1,314	0.6%	$108.67	—	ETF	78468R622
SMTHX	ALPS SMITH TOTAL RETURN BOND FUND	120,151	$1,304	0.6%	$10.85	—	FUND	31761R393
HYD	VAN ECK VECTORS HIGH YIELD MUNI	15,000	$961	0.4%	$64.34	—	ETF	92189H409
RIGS	ALPS RIVERFRONT STR	37,000	$949	0.4%	$25.44	—	ETF	00162Q783
MINT	PIMCO ENHANCED SHORT MATURITY ACTIVE	2,000	$203	0.1%	$101.70	—	ETF	72201R833
CORP	PIMCO ETF TR INVT GR	1,750	$192	0.1%	$104.00	—	ETF	72201R817
QLTA	ISHARES TRUST AAA-	3,500	$191	0.1%	$54.57	—	ETF	46429B291
BOND	PIMCO ETF TR ACTIVE	1,700	$183	0.1%	$105.29	—	ETF	72201R775
DIAL	COLUMBIA ETF TR I DI	4,700	$98	0.0%	$20.00	—	ETF	19761L508
EL	ESTEE LAUDER COS INC	300	$62	0.0%	$179.27	0.0%	COM	518439104
MA	MASTERCARD INC	200	$60	0.0%	$272.58	0.0%	COM	57636Q104
MCD	MCDONALDS CORP	300	$59	0.0%	$171.93	0.0%	COM	580135101
—	VERISIGN INC	300	$58	0.0%	$193.33	—	COM	93243E102
V	VISA INC	300	$57	0.0%	$172.55	0.0%	COM	92826C839
APH	AMPHENOL CORP	500	$54	0.0%	$24.08	0.0%	COM	032095101
HON	HONEYWELL INTERNATIONAL	300	$53	0.0%	$143.91	0.0%	COM	438516106
NVR	NVR INC	14	$53	0.0%	$3520.81	+5.2%	COM	62944T105
DEO	DIAGEO PLC	300	$51	0.0%	$170.00	—	COM	25243Q205
NXPI	NXP SEMICONDUCTORS NV	400	$51	0.0%	$104.72	0.0%	COM	N6596X109
KO	COCA COLA CO	900	$50	0.0%	$43.96	+1.3%	COM	191216100
AME	AMETEK INC	500	$50	0.0%	$90.92	0.0%	COM	031100100
—	CYPRESS SEMICONDUCTOR	2,100	$49	0.0%	$23.21	—	COM	232806109
NEE	NEXTERA ENERGY	200	$48	0.0%	$46.25	+8.5%	COM	65339F101
CBOE	CBOE GLOBAL MARKETS	400	$48	0.0%	$108.09	0.0%	FUND	12503M108
AFL	AFLAC INC	900	$48	0.0%	$45.37	+1.1%	COM	001055102
MCO	MOODYS CORP	200	$47	0.0%	$179.45	+17.7%	COM	615369105
FAF	FIRST AMERICAN FINANCIAL	800	$47	0.0%	$49.52	0.0%	COM	31847R102
WM	WASTE MANAGEMENT INC	400	$46	0.0%	$102.09	0.0%	COM	94106L109
SUI	SUN COMMUNITIES INC	300	$45	0.0%	$147.50	—	COM	866674104
—	RAYTHEON CO	200	$44	0.0%	$196.67	—	COM	755111507
LMT	LOCKHEED MARTIN CORP	100	$39	0.0%	$316.45	+2.6%	COM	539830109
NOC	NORTHROP GRUMMAN CORP	100	$34	0.0%	$318.69	-0.3%	COM	666807102
BA	BOEING CO	100	$33	0.0%	$352.37	-0.4%	COM	097023105
PG	PROCTOR AND GAMBLE CO	400	$5	0.0%	$100.99	+4.2%	COM	742718109